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Extreme values : theory and technical applications
Lindgren, Georg - In: Scandinavian journal of statistics : SJS ; theory and … 14 (1987) 4, pp. 241-279
Persistent link: https://www.econbiz.de/10001059609
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Pricing kth-to-default swaps under default contagion: the matrix analytic approach
Herbertsson, Alexander; Rootzén, Holger - In: The journal of computational finance 12 (2008) 1, pp. 49-78
Persistent link: https://www.econbiz.de/10009534635
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Univariate and bivariate GPD methods for predicting extreme wind storm losses
Brodin, Erik; Rootzén, Holger - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 345-356
Persistent link: https://www.econbiz.de/10009517629
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Pricing k-th-to-default swaps ander default contagion : the matrix-analytic approach
Herbertsson, Alexander (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003571927